In glioblastoma, the most aggressive brain cancer, a complex microenvironment of heterogeneity and immunosuppression, are considerable hurdles to classify the subtypes and promote treatment progression. Treatments for glioblastoma are similar to standard therapies for many other cancers and do not effectively prolong the survival of patients, due to the unique location and heterogeneous characteristics of glioblastoma. Immunotherapy has shown a promising effect for many other tumors, but its application for glioma still has some challenges. The recent breakthrough of high-throughput liquid chromatography–mass spectrometry (LC-MS/MS) systems has allowed researchers to update their strategy for identifying and quantifying thousands of proteins in a much shorter time with lesser effort. The protein maps can contribute to generating a complete map of regulatory systems to elucidate tumor mechanisms. In particular, newly developed unicellular proteomics could be used to determine the microenvironment and heterogeneity. In addition, a large scale of differentiated proteins provides more ways to precisely classify tumor subtypes and construct a larger library for biomarkers and biotargets, especially for immunotherapy. A series of advanced proteomic studies have been devoted to the different aspects of immunotherapy for glioma, including monoclonal antibodies, oncolytic viruses, dendritic cell (DC) vaccines, and chimeric antigen receptor (CAR) T cells. Thus, the application of proteomics in immunotherapy may accelerate research on the treatment of glioblastoma. In this review, we evaluate the frontline applications of proteomics strategies for immunotherapy in glioblastoma research.